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Supplementary Appendix to : The Response of Multinationals’ Foreign Exchange Rate Exposure to Macroeconomic News

Boudt, Kris - 2017

Persistent link: https://www.econbiz.de/10012951313

The response of multinationals’ foreign exchange rate exposure to macroeconomic news

Boudt, Kris; Neely, Christopher J.; Sercu, Piet; … - In: Journal of international money and finance 94 (2019), pp. 32-47

Persistent link: https://www.econbiz.de/10012135140

The response of multinationals' foreign exchange rate exposure to macroeconomic news

Boudt, Kris; Neely, Christopher J.; Secru, Piet; … - 2017 - This version: July 20, 2017

Persistent link: https://www.econbiz.de/10011695566

Sluggish news reactions: a combinatorial approach for synchronizing stock jumps

Bouamara, Nabil; Boudt, Kris; Laurent, Sébastien; … - 2024

Persistent link: https://www.econbiz.de/10014521306

Risk-adjustment, ex ante, optimal technical trading rules in equity markets

Neely, Christopher J. - In: International review of economics & finance : IREF 12 (2003) 1, pp. 69-87

Persistent link: https://www.econbiz.de/10001770025

The Low Risk Anomaly Revisited on High-Frequency Data

Boudt, Kris - 2015

Under the CAPM assumptions, the market capitalization weighted portfolio is mean-variance efficient. In real world applications it has been shown by various authors that low risk portfolios outperform the market capitalization weighted portfolio. We revisit this anomaly using high-frequency data...

Persistent link: https://www.econbiz.de/10013030547